infile year gas y pmg car using baltagi.txt
gen int ii = (_n+18)/19
iis ii
xtreg gas y pmg car, fe
sca sigmae = e(sigma_e)
xtreg gas y pmg car, be
sca rmse = e(rmse)
xtreg gas y pmg car, theta
sca thetac = 1-e(sigma_e)/sqrt(e(sigma_e)^2+19*e(sigma_u)^2)
sca thetam = 1-sigmae/(sqrt(19)*rmse)
sca list thetac
sca list thetam
eret list theta
xtreg gas y pmg car, mle
sca sigeml = e(sigma_e)
sca siguml = e(sigma_u)
sca thetaml = 1-sigeml/sqrt(sigeml^2+19*siguml)
sca list